Preferred Bedding

Many people prefer using fleece, denim, or corduroy liners for their cages. These have certain advantages over using wood or paper bedding. For one, they're less messy, and there's no chance of the fleece giving your hedgehog mites (as wood bedding can do). Also, with light colored liners, you can see if there's any odd colored waste, or any blood in the waste. Liners are also cheaper because you can just wash and reuse after the initial purchase of material. Make sure if you wash them that you use dye-free and scent-free detergent.
However, some people still use paper or wood bedding if they have a hedgehog that likes to poop everywhere in its cage. So if you have a very messy hog, that kind of bedding would be alright too.
You can also use a combination. Liners for most of the cage, but a small litter box filled with either paper or wood bedding (or paper towels) that you could place under the wheel to catch run off.

I've never had any problems with poop being hard to get off of the liners. Maybe it leaves a small spot, but nothing to stress out about. I don't know if I'd use scotchguard on liners, with hedgies being on them all the time, and having their noses so close to the ground. But I've also never used scotchguard, so I don't know how it works or if there's a scent or anything.

For washing the liners, I wait until I have several to make a small to medium load. I use Tide, the dye-free, scent-free version of it. I use a very tiny bit of softener so they aren't very static-y. I don't use any bleach usually, but a few weeks ago I had a rescue hedgehog come through that we thought might have mites, so I used bleach on any bedding that she was on. I just did a double rinse on that load. Make sure that if you dry the bedding in a dryer, don't use dryer sheets.

Lily only ever pees on her wheel, she's a relatively neat hedgie. The wheel I have now (a Cake Walk Supreme) has a large base on it where the pee falls, so very little gets on her liner. I used to have a Comfort Wheel for her, and for that I folded a paper towel in half and tucked it under the wire base. That soaked up most of the pee so her liner didn't get wet. A lot of people also use a litter box, and just put it under the wheel.

You could try laying a paper towel down under/in front of the base of the wheel. I also cut some fleece up into strips that will cover the base and tuck under it (paper towels weren't long enough to tuck under) so that I don't have to wipe the base off every night. With the fleece strips, I can just shake poo off into the trash and once the strip gets pretty soiled, I can switch it out with a clean one. I already do a load of laundry every other week with liners and fleece strips (for her bedding), so it's not a hardship to add these strips to the load.